Global Multi-Sector Income
Fixed Income Portfolio Characteristics As of 12/31/2022
Characteristic | Brandywine Global | F3MTB |
Average Quality1 | BBB | - |
Average Maturity (Years) | 9.67 | - |
Average Modified Duration (Years) | 7.38 | 0.25 |
Average Coupon (%) | 4.94 | - |
Average Yield To Worst (%) | 7.00 | 4.40 |
Average Yield To Maturity (%) | 6.98 | 4.40 |
Number of Issues | 187 | - |
Quality Allocation As of 12/31/2022
Quality Rating | Brandywine Global (%) |
BBB or Higher | 63.5 |
BB | 17.8 |
B | 12.5 |
CCC | 5.8 |
CC | - |
D | - |
Not Rated | 0.4 |
Duration Allocation As of 12/31/2022
Duration Range | Brandywine Global (%) |
<1 Year | 6.1 |
1-3 Years | 27.0 |
3-7 Years | 43.0 |
7-10 Years | 7.4 |
10+ Years | 4.0 |
No Duration | 12.5 |
Region & Currency Allocation As of 12/31/2022
Region | Country (%) | Currency (%) |
Asia-Pacific ex-Japan | 0.7 | 2.6 |
Emerging Markets | 14.3 | 6.9 |
Europe ex-Eurozone | 1.7 | 0.1 |
Eurozone | 3.3 | 4.8 |
Japan | 3.3 | 5.1 |
Middle East & Africa | 0.7 | - |
North & Central America | 75.2 | 80.5 |
Supranational | 1.1 | - |
Other | -0.4 | - |